-11.2%
SHOP vs AIG
+59.1%
-70.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | 0.0% |
| 7D | -1.2% | +6.6% | -7.8% | -5.2% |
| 30D | -14.7% | +7.0% | -21.7% | -18.5% |
| 3M | -7.2% | +9.7% | -16.9% | -12.7% |
| 6M | +54.2% | +10.8% | +43.4% | +43.6% |
| YTD | -8.6% | -1.3% | -7.3% | -9.2% |
| 1Y | +0.5% | +8.4% | -7.8% | -6.6% |
| 3Y | +135.9% | +39.0% | +96.9% | +77.8% |
| All | -11.2% | +59.1% | -70.3% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling